+76.3%
MMM vs RRX
+200.5%
-124.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | -0.4% | +4.3% | -4.7% | -1.8% |
| 30D | +12.1% | +12.3% | -0.2% | +6.9% |
| 3M | +1.4% | +3.7% | -2.2% | -0.9% |
| 6M | +26.6% | -13.9% | +40.5% | +29.1% |
| YTD | +16.8% | +26.5% | -9.6% | +1.5% |
| 1Y | +10.1% | +29.3% | -19.2% | -5.5% |
| 3Y | +158.4% | +65.6% | +92.9% | +90.7% |
| 5Y | +43.1% | +10.6% | +32.4% | +19.6% |
| All | +76.3% | +200.5% | -124.1% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling